+91.3%
NVTS vs CHD
+2.3%
+89.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.6% |
| 7D | -1.4% | -4.5% | +3.0% | -7.5% |
| 30D | -16.5% | -6.7% | -9.8% | -23.9% |
| 3M | -47.6% | -2.7% | -44.9% | -47.8% |
| 6M | +7.3% | -4.9% | +12.2% | +10.3% |
| YTD | +62.9% | +13.3% | +49.5% | +86.3% |
| 1Y | +91.3% | +1.0% | +90.3% | +109.7% |
| All | +91.3% | +2.3% | +89.0% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling